+720.1%
EXC vs LII
+2,790.7%
-2,070.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +1.1% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +11.6% | -4.6% | +16.2% | +12.3% |
| 3M | +2.7% | -21.7% | +24.3% | +6.5% |
| 6M | +2.7% | -32.8% | +35.5% | +8.4% |
| YTD | +9.7% | -27.5% | +37.2% | +13.8% |
| 1Y | +4.5% | -28.0% | +32.5% | +8.5% |
| 3Y | +28.5% | -7.2% | +35.7% | +25.0% |
| 5Y | +43.9% | +22.6% | +21.3% | +31.4% |
| 10Y | +183.7% | +171.5% | +12.2% | +126.0% |
| All | +720.1% | +2,790.7% | -2,070.6% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling